TOPIC: LP UNIT:2 SEM:5th

LINEAR PROGRAMMING(LP)
INTRODUCTION
Linear programming (LP) or Linear Optimization may be defined as the problem of
maximizing or minimizing a linear function that is subjected to linear constraints. The
constraints may be equalities or inequalities. The optimization problems involve the
calculation of profit and loss. Linear programming problems are an important class of
optimization problems, that helps to find the feasible region and optimize the solution in
order to have the highest or lowest value of the function.
Some of the assumptions taken while working with linear programming are:
1) The number of constraints should be expressed in the quantitative terms
2) The relationship between the constraints and the objective function should be linear
3) The linear function (i.e., objective function) is to be optimized
4) Components of Linear Programming

A Linear Programming Problem (LPP) consists of three components, namely the (i) decision
variables (activities), (ii) the objective (goal), and (iii) the constraints (restrictions).

The decision variables refer to the activities that are competing one another for sharing
the resources available. These variables are usually inter-related in terms of utilization of
resources and need simultaneous solutions. All the decision variables are considered as
continuous, controllable and non-negative.

A linear programming problem must have an objective which should be clearly

identifiable and measurable in quantitative terms. It could be of profit (sales)
maximization, cost (time) minimization, and so on. The relationship among the variables
representing objective must be linear.

There are always certain limitations (or constraints) on the use of resources, such as
labour, space, raw material, money, etc. that limit the degree to which an objective can
be achieved.
Note: Such constraints must be expressed as linear inequalities or equalities in terms of
decision variables.

IMPORTANT DEFINITIONS
Convex Combination
Given two points x,y ∈ Rn , a convex combination of them is any point of the form
z = λx + (1 – λ) y , λ∈[0,1]. (Rn =set of real numbers)

Convex Set

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A set of S ⊆ Rn is a convex set if it contains all convex combinations of any two points
within it. {S ⊆ Rn= S is subset of R}
Graphically: A set of points S is a convex set if the line segment joining any two points in S
is wholly contained in S.

Properties
1)If the intersection is empty, all consists of single point, it is true by definition
Intersection -Take ant two points A,B in the intersection the line AB joining these points
must also lie wholly within their intersection

2) The intersection of any number of convex sets is convex

Union -Take ant two points A,B in the union the line AB joining these points must also lie
wholly within their union.

3)The union of two convex sets is not necessarily a convex set.

Extreme points:
An extreme point is a point that is not part of any interior point or underlying segment in a
convex set.
Solution
A set of values of the decision variables which satisfy the constraints of the given LPP is said
to be a Solution of that LPP. (LLP=Linear Programming Problem)
Feasible Solution
A solution in which values of decision variables satisfy all the constraints and non-negativity
conditions of an LPP simultaneously is known as feasible solution.
Infeasible Solution
A solution in which values of decision variables do not satisfy all the constraints and non-
negativity conditions of an LPP simultaneously is known as infeasible solution.
Basic solution
Suppose there are m equations representing constraints (limited available resources)
containing m ≥ n variables in an allocation problem. The basic solution is obtained by
setting any n variables equal to zero and solving for the remaining m variables

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The m variables which may be all different from zero, are called a basic variables & the
remaining n variables are non – basic variables.

𝐶𝑛𝑚+𝑛 (Combination formula)

The maximum number of possible basic solutions is given by the formula

For example, if there are 2 equations in 3 variables, then the maximum number of possible
basic solutions
C23=3!/2!(3!-2!)=3
Basic Feasible Solution
A basic solution for which all the basic variables are non – negative is called the basic
feasible solution.
Further basic feasible solution are of two types:
Degenerate Solution
A basic feasible solution is known as degenerate if value of at least one basic variable is
zero.
Non-Degenerate Solution
A basic feasible solution is known as non- degenerate if value of all basic variables are non-
zero and positive.
Optimum Basic Feasible Solution(Optimum Solution)
A basic feasible solution which optimizes i.e. maximize or minimize the objectives value of
the given LPP is called optimum basic feasible solution.
Note: The term optimal solution is used for optimum solution
Unbounded Solution
A solution in which value of the objective function of the given LLP increase/ decrease
indefinitely is called an unbounded solution.

Slack and Surplus Variables

Slack variables
Let the constraints of General L.P.P be
Σ aij xj ≤ bi i=1,2,3,….,k j=1,2,3….,n
Then the non-negative variables xn+1 (or s1) which satisfy
Σ aij xj+xn+1 = bi i=1,2,3,….,k j=1,2,3….,n
are called slack variables.
Surplus variables
Let the constraints of a General L.P.P be
Σ aij xj ≥ bi i=1,2,3,….,k j=1,2,3….,n
Then the non-negative variables xn+1 (or s2) which satisfy
Σ aij xj-xn+1 = bi i=1,2,3,….,k j=1,2,3….,n
are called surplus (or negative slack) variables.
Note: The variable s2 is sometimes called an excess variable

Key Terms

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Objective Function: is a linear function of the decision variables representing the

objective of the manager/decision maker.
Constraints: are the linear equations or inequalities arising out of practical limitations.
Decision Variables: are some physical quantities whose values indicate the solution.
Feasible Solution: is a solution which satisfies all the constraints (including the non-
negative) presents in the problem.
Feasible Region: is the collection of feasible solutions.
Multiple Solutions: are solutions each of which maximize or minimize the objective
function.
Unbounded Solution: is a solution whose objective function is infinite.
Infeasible Solution: means no feasible solution.

MATHEMATICAL FORMULATION OF LLP

The procedure for mathematical formulation of a linear programming problem consists of
the following major steps:
Step 1. Study the given situation to find the key decisions to be made.
Step 2. Identify the variables involved and designate them by symbols xj( j=1, 2,…).
Step 3. State the feasible alternatives which generally are: xj ≥ 0, for all j
Step 4. Identify the constraints in the problem and express them as linear inequalities or
equations, LHS of which are linear functions of the decision variables.
Step 5. Identify the objective function and express it as a linear function of the decision
variables.

General Linear Programming Problem

Let z be a linear function on Rn defined by
z= c1x2 + c2x2 +…+cnxn ----------------(a)
n
where cj’s are constants & R is set of real numbers
Let (aij) be an m×n real matrix and {b1, b2 ,…,bm} be a set of constants such that
a11x1 +a12x2 +…+a1nxn ≥ or≤ or=b1
a21x1+a22x2+…+ a2nxn≥ or ≤ or = b2. ----------(b)
am1x1+am2x2+…+amnxn ≥or≤ or=bm

And finally let

xj ≥ 0 , j = l, 2 ,…,n. ------------------(c)

The problem of determining an n-tuple (x1, x2 ,…,xn) which makes a minimum (or maximum)
and satisfies (b) and (c) is called the general linear programming problem.
Objective function. The linear function (a)
z= c1x1+ c2x2 +…+cnxn
which is to be minimized (or maximized) is called the objective function of the General
L.P.P
Constraints. The inequalities (b) are called the constraints of the General L.P.P

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Non-negative restrictions. The set of inequalities (c) is usually known as the set of non-
negative restrictions of the General L.P.P.

The Standard Form

The general linear programming problem in the form
Maximize or Minimize z= c1x1 + c2x2 +…+cnxn subject to the constraints :
ai1x1 + ai2x2 +…+ainxn =bi i= 1, 2 ,…,n
x1, x2 ,…,xn ≥0
is known as in standard form. The characteristics of this form are:
1) All the constraints are expressed in the form of equations, except for the non-negative
restrictions.
2) The right hand side of each constraint equation is non-negative.
The inequality constraint can be changed into equation by introducing a non-negative
variable on the left hand side of such constraint. It is to be added (slack variable) if the
constraint is of “≤” type and subtracted (surplus variable) if the constraint is of “≥” type.

In matrix notation the standard form of L.P.P. can be expressed as :

Maximize or Minimize z = cx (objective function)
Subject to the constraints :
Ax = b. (constraints)
x≥0 (non-negative restrictions)
Where x=( x1, x2 ,…,xn ) c=( c1,c2 ,…,cn ), bT =(b1,b2 ,…,bm ) and A=(aij );i= 1,2,…, m; j = 1, 2
,…, n
GRAPHICAL METHOD
The graphical method is used to solve simple linear programming problems having two
decision variables. The steps of graphical method for solving an LPP are as follows:
Step 1. Identify the problem – the decision variables, the objective and the restrictions.
Step 2. Set up the mathematical formulation of the problem.
Step 3.Plot a graph representing all the constraints of the problem and identify the feasible
region (solution space). [The feasible region is the intersection of all the regions represented
by the constraints of the problem and is restricted to the first quadrant only.]
Step 4. Compute the coordinates of all the corner points of the feasible region.[The feasible
region obtained in step 3 may be bounded or unbounded.]
Step 5. Find out the value of the objective function at each corner (solution) point
determined in step 4.
Step 6. Select the corner point that optimizes (maximizes or minimizes) the value of the
objective function. It gives the optimum feasible solution.
Note: This method is also know as Search Approach Method

Types of Graphical solutions.

(Already defined above)

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Unique solutions.
Unbounded solutions.
Multiple solutions.
Infeasible solutions.

(Extra questions: Not in syllabus)

Characteristics of Linear Programming
The following are the five characteristics of the linear programming problem:
1) Constraints – The limitations should be expressed in the mathematical form, regarding
the resource.
2) Objective Function -In a problem, the objective function should be specified in a
quantitative way.
3) Linearity – The relationship between two or more variables in the function must be
linear. It means that the degree of the variable is one.
4) Finiteness – There should be finite and infinite input and output numbers. In case, if the
function has infinite factors, the optimal solution is not feasible.
5) Non-negativity – The variable value should be positive or zero. It should not be a
negative value.
6) Decision Variables – The decision variable will decide the output. It gives the ultimate
solution of the problem. For any problem, the first step is to identify the decision variables.

Advantages and Limitations of an LPP

Linear programming methods are used in many fields including business and industry by
almost all their Departments such as production, marketing, finance etc. it’s some
advantages are
1) Helps in attaining the optimum use of resources i.e. maximize profit and minimize
costs
2) Improve the quality of decisions

There are many more advantages. In spite of having many advantages and wide areas of
applications, There are some limitations as well. Following are certain limitations of linear
programming:
1) We can apply linear programming method only if relationships are linear.
2) While solving LPP, it is possible that we will get non-integral values even for those
decision Variables which have only integral values.
3) Constraints in the linear programming methods are written assuming all parameters
are known and Should be constant. However, in real problems, sometimes these are
neither known nor constant.
4) LP deals with the problems having single objective, whereas in real-life, there are
many situations Where we have to achieve multi-objectives.

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Source: Various Books/Wikipedia.

Dated:30/01/2023

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